+126.6%
WMB vs CART
+39.2%
+87.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +0.8% |
| 7D | +8.1% | +1.2% | +6.9% | +8.0% |
| 30D | -6.9% | +17.8% | -24.7% | -8.0% |
| 3M | -5.1% | +20.7% | -25.8% | -6.5% |
| 6M | -5.7% | +49.7% | -55.4% | -9.0% |
| YTD | +18.1% | +30.0% | -12.0% | +15.4% |
| 1Y | +18.4% | +48.4% | -30.0% | +13.9% |
| 3Y | +122.7% | +132.0% | -9.3% | +108.1% |
| All | +126.6% | +39.2% | +87.3% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CART wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling